ROMs are illegal to ditribute. WiiHacks does not provide anyone from ROMs or ISOs.

So, with that said.
When you download an emulator, and put it on your SD card, it should run fine.
When you put the SD card in your computer again, it will leave a folder on the root of your SD card, which is them name of the emulator.
Inside this folder, you will find two folders called 'roms' and 'saves.' In the roms folder, you place your ROMs. In the saves folder will your savedata be stored.